Camille Gilbert of Pocatello said she started feeling contractions Tuesday and called her husband, Tyler, to take her to the hospital, KIFI-TV, Idaho Falls, Idaho, reported Thursday.
However, the expectant mother soon realized the baby would not wait and instructed her husband to pull over.
Baby Oakley Gilbert was born in the parking lot before police officers from the building could reach the car.
"We didn't have time to do anything. By the time I got over there the head was out. She came out. We didn't have much time to think of anything," Tyler Gilbert said.
"We didn't have time to panic. We didn't have time to think about what if or where or when or anything," Camille Gilbert said.